Portfolio Construction Utilizing Lead-Lag Relationship Discovery: Identify leaders and followers in financial markets to inform strategic portfolio construction.
☆38Dec 6, 2023Updated 2 years ago
Alternatives and similar repositories for lead-lag-portfolios
Users that are interested in lead-lag-portfolios are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆20May 17, 2020Updated 6 years ago
- Exploring economic and market regime forecasting using machine learning techniques and the CRISP-DM framework.☆16Aug 24, 2023Updated 2 years ago
- Python Implementation of the CME FedWatch Tool for Estimating Probabilities of Federal Funds Rate Changes at Upcoming FOMC Meetings.☆50Sep 20, 2023Updated 2 years ago
- Accepted at WWW 25 Industrial Track (oral)☆17Jun 6, 2025Updated last year
- Using reinforcement learning to make markets in the high frequency trading setting.☆29May 30, 2026Updated 2 weeks ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- [ACL2026] AlphaQuanter: An End-to-End Tool-Orchestrated Agentic Reinforcement Learning Framework for Stock Trading.☆56Oct 17, 2025Updated 8 months ago
- ☆22Aug 10, 2022Updated 3 years ago
- ☆15Feb 7, 2021Updated 5 years ago
- ☆11Sep 6, 2023Updated 2 years ago
- Modern machine learning and statistical toolbox for financial researchers and practitioners☆12Jul 14, 2023Updated 2 years ago
- Limit Order Book Convolutional Neural Network trading bot☆14Jul 24, 2022Updated 3 years ago
- This was a university group project supported by the HSBC Artificial Intelligence team. It involved applying machine learning algorithms …☆15Nov 13, 2023Updated 2 years ago
- Python codes for GARCH-MIDAS model (estimation & forecast)☆16Jan 28, 2023Updated 3 years ago
- Python implementation of the paper 'Outcome-Adaptive Lasso: Variable Selection for Causal Inference'☆17Jul 17, 2020Updated 5 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- The Interactive Frontend Built for Aioquant.☆13May 11, 2022Updated 4 years ago
- 基于机器学习的多因子研究框架☆14Jun 22, 2020Updated 5 years ago
- ☆11Jul 20, 2015Updated 10 years ago
- ☆15Dec 9, 2017Updated 8 years ago
- ☆13May 21, 2019Updated 7 years ago
- Trading with ML on binance microstructure market data☆15Dec 29, 2023Updated 2 years ago
- ☆19Oct 22, 2024Updated last year
- A log likelihood process for optimal entry / exit / stopping.☆14Jun 15, 2022Updated 4 years ago
- Asynchronous driven quantitative trading framework.☆15May 14, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Applying Hidden Markov Models to model Gold Intraday Volatility by detecting regime switches from low-vol regimes to high-vol☆16Feb 17, 2021Updated 5 years ago
- Implementation of physics-informed PointNet (PIPN) for weakly-supervised learning of incompressible flows and thermal fields on irregular…☆15Jun 27, 2025Updated 11 months ago
- Realized Volatility Forecasting modeling☆20May 5, 2017Updated 9 years ago
- Minimal entropic value at risk (EVaR) portfolio construction under a Gaussian mixture model of returns.☆24May 8, 2024Updated 2 years ago
- Analyzing SEC data at scale☆48Updated this week
- The source code for the paper☆28Jul 3, 2023Updated 2 years ago
- ☆38Nov 30, 2022Updated 3 years ago
- Automatically exported from code.google.com/p/quantandfinancial☆14Feb 27, 2016Updated 10 years ago
- Codes and data for KDD 2026 paper "Can LLM-based Financial Investing Strategies Outperform the Market in Long Run?".☆145Jun 2, 2026Updated 2 weeks ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Hexital - Incremental Technical Analysis Library☆27Updated this week
- MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series☆18Sep 5, 2025Updated 9 months ago
- Pytorch implementation of TransLOB from Transformer for limit order books☆30May 25, 2023Updated 3 years ago
- ☆49May 8, 2026Updated last month
- A study on volume-price factor stock selection model based on wavelet transform and multitask self-attention network☆107May 16, 2025Updated last year
- Unofficial PyTorch implementation of FactorVAE☆21Jun 1, 2023Updated 3 years ago
- ☆26Oct 20, 2021Updated 4 years ago